Pub. Date:
Cambridge University Press
Gaussian Hilbert Spaces

Gaussian Hilbert Spaces

by Svante Janson
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Product Details

ISBN-13: 9780521057202
Publisher: Cambridge University Press
Publication date: 12/28/2007
Series: Cambridge Tracts in Mathematics Series , #129
Edition description: Reissue
Pages: 352
Product dimensions: 5.98(w) x 9.02(h) x 0.79(d)

Table of Contents

1. Gaussian Hilbert spaces; 2. Wiener chaos; 3. Wick products; 4. Tensor products and Fock spaces; 5. Hypercontractivity; 6. Distributions of variables with finite chaos expansions; 7. Stochastic integration; 8. Gaussian stochastic processes; 9. Conditioning; 10. Limit theorems for generalized U-statistics; 11. Applications to operator theory; 12. Some operators from quantum physics; 13. The Cameron-Martin shift; 14. Malliavin calculus; 15. Transforms; Appendices.

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